Stochastic Runge‐Kutta Methods with Deterministic High Order for Ordinary Differential Equations

Evelyn Buckwar, Yoshio Komori

Research output: Chapter in Book/Report/Conference proceedingConference proceedings

Abstract

Our aim is to show that the embedding of deterministic Runge‐Kutta methods with higher order than necessary order to achieve a weak order can enrich the properties of stochastic Runge‐Kutta methods with respect to not only practical errors but also stability. This will be done through the comparisons between our new schemes and an efficient weak second order scheme with minimized error constant proposed by Debrabant and Rößler (2009).
Original languageEnglish
Title of host publicationNUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011
PublisherAmerican Institute of Physics
Pages1590-1593
Number of pages4
Volume1389
ISBN (Print)978-0-7354-0956-9
Publication statusPublished - 2011

Publication series

NameAIP Conference Proceedings

Fields of science

  • 101002 Analysis
  • 101029 Mathematical statistics
  • 101014 Numerical mathematics
  • 101024 Probability theory
  • 101015 Operations research
  • 101026 Time series analysis
  • 101019 Stochastics
  • 107 Other Natural Sciences
  • 211 Other Technical Sciences

JKU Focus areas

  • Computation in Informatics and Mathematics
  • Engineering and Natural Sciences (in general)

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